Main

HOJJATOLLAH SADEQI

Assistant Professor

After receiving my Ph.D. in Public Administration, teaching as Assistant Professor at Yazd University for 11 years, and working as a member of Yazd Research and Technology Fund Board of Directors, I am working on Risk Management,Machine Learning, and Blockchain Technology. I have also worked as a consultant for several theses and dissertations on Finance and Management at the university.

Education

Allameh Tabatabai University

Ph.D. in Public Administration (Comparative and Development Administartion)

Tahran, Iran

2010

Thesis: A game theoretical approach to poilitics-adminitration dichotomy (A study of Iranian public administration)

Imam Sadiq University

(continuous) M.S. in Finance

Tehran, Iran

2005

Thesis: The assumption of constant interest rate and its alternatives in the Black-Scholes model

Academic Experience

Assistant Professor of Finance

Yazd University

Yazd, Iran

2010 - Now

Director-in-Charge

Journal of Business Management Researches

Yazd University, Iran

2019 - Now

Educational Deputy of Economics, Management and Accounting School

Yazd University

Yazd, Iran

2016 - 2019

Head of Department

Department of Accounting and Finance

Yazd University, Iran

2015 - 2016

Member of the Board of Directors

Yazd Research and Technology Fund

Yazd, Iran

2015 - 2017

Head of Department

Department of Business Administration

Yazd University, Iran

2012 - 2014

Member of Entrepreneurship Committee

Yazd University

Yazd, Iran

2013 - 2014

Professional Projects

A flexdashboard of Financial Networks

An R Shiny Application

Yazd University, Iran

2021

https://sadeqihojjatollah.shinyapps.io/rec_sys/

A flexdashboard of Portfolio Recommendations

An R Shiny Application

Yazd University, Iran

2021

https://sadeqi.shinyapps.io/fin_net/

A GUI to Measure liquidity

An R Shiny Application

Yazd University, Iran

2018

https://sadeqi.shinyapps.io/liquidity_final/

A GUI to Model Financial Spillover

An R Shiny Application

Yazd University, Iran

2018

https://sadeqi.shinyapps.io/spillover_final/

A GUI for KMV model

An R Shiny Application

Yazd University, Iran

2018

https://sadeqi.shinyapps.io/kmvmodel/

A GUI to Estimate Hidden Populations

An R Shiny Application

Yazd University, Iran

2017

https://sadeqi.shinyapps.io/networkreportingGUI/

Teaching Experience

Finance

Corporate Finance
Financial Engineering
Financial Mathematics
Financial Econometrics
Risk Mangement

Yazd University, Yazd

2010 - Now

Management

Research Methods
Organization Theory
Quantitative Methods

Yazd University, Yazd

2010 - Now

Selected Publications

A Typology of Financial Networks According to Their Typological Characteristics (A Study of Tehran Stock Exchange)

Financial Engineering and Portfolio Management. 2020 Autumn .319-342

in Persian, Tehran

2020

Hojjatollah Sadeqi, Majid Montasheri.

Physics of Finance as an Interdisciplinary Field: A Critical Approach to the Contributions of Physics to Finance

Critical Studies in Texts and Programs of Human Sciences. 2019 December .93-112

in Persian, Tehran

2019

Hojjatollah Sadeqi.

Investigating different methods of estimating tail risk measures with generalized Pareto distribution in Tehran stock exchange

Financial Knowledge of Securities Analysis. 2019 Spring .51-69

in Persian, Tehran

2019

Eisa Mahmoodi, Najme Dehqan, Hojjatollah Sadeqi.

Revising the concept of the marketing mix in Iranian bank industry: The application of Glazerian grounded theory approach

Iranian Management Sciences Quarterly. 2019 Summer .54-80

in Persian, Tehran

2019

Babak Banejad, Seyed Mohammad Tabatabaii Nasab, Hojjatollah Sadeqi.

Application of Geometric Brownian motion in prediction of gold price and currency rate

Investment Knowledge. 2020 Summer .251-269

in Persian, Tehran

2018

Hojjatollah Sadeqi, Alireza Varzideh, M Esmaeel Fadaee Nejad.

Stabilization of Financial Dendrograms as a Method of Systemic Changes Measurement (A Study of TSE’s Indices)

Journal of Financial Management Perspevtive. 2018 Autumn.103-128

in Persian, Tehran

2018

Hojjatollah Sadeqi, Moslem Nilchi.

Selection of Optimal Portfolio Using Expert System in Mamdani Fuzzy Environment

Industrial Management Studies. 2018 March.131-151

in Persian, Tehran

2018

Koohbanani Nejad, Darush Frid, Hojjatollah Sadeqi.

Denoising of Financial Time Series Using Wavelet Analysis

Financial Engineering and Portfolio Management. 2017 September.299-315

in Persian, Tehran

2017

Hojjatollah Sadeqi, Zahra Dehghani Firoozababdi.

Codification of Dendrograms Portfolio Based on Euclidean Distance Measure (A Comparison Between Different Methods of Hierarchical Clustering)

Financial Knowledge of Securities Analysis. 2017 March.89-105

in Persian, Tehran

2017

Hojjatollah Sadeqi, Sharife Foroughi.

Monitoring Financial Processes with ARMA-GARCH Model Based on Shewhart Control Chart (Case Study: Tehran Stock Exchange)

IJE TRANSACTIONS B: Applications. 2017 January.270-280

Tehran

2017

Hadi Doroodyan, M Saleh Owlia, Hojjatollah Sadeqi, A Amiri.

The effect of parameter estimation on phase II control chart performance in monitoring financial GARCH processes with contaminated data

Industrial and Systems Engineering. 2017 January.93-108

in Persian, Tehran

2017

Hadi Doroodyan, M Saleh Owlia, Hojjatollah Sadeqi, A Amiri.

Using Extreme Value Theory to Estimate Value at Risk (Case Study: Foreign Exchange Rate)

Asset Management and Financing. 2016 June .77-94

in Persian, Isfahan

2016

Hojjatollah Sadeqi, Saeede Behboodi.

Deviation from Normal Distribution and Its Impact on the Differential Value-at-Risk

Financial Knowledge of Securities Analysis. 2016 June .69-83

in Persian, Teharan

2016

Hojjatollah Sadeqi, Samaneh Dehghan Manshadi.

The Measurement of Risk based on the Criterion of Value at Risk via Model of GARCH (A Study of Stock of Listeَd Companies in Tehran Stock Exchange (TSE) in the Cement Industry)

Financial Management Strategy. 2015 September .149-169

in Persian, Teharan

2015

Tahere Kiani, Darush Farid, Hojjatollah Sadeqi.

Value-at-Risk Measurement Using A Cornish-Fisher Approximation of Normal Distribution ( A Study of Iranian Financial Institutions)

Asset Management and Financing. 2014 March .1-20

in Persian, Isfahan

2014

Hojjatollah Sadeqi, Marzie Shams.

Value-at-Risk Measurement Using A Cornish-Fisher Approximation of Normal Distribution ( A Study of Iranian Financial Institutions)

Asset Management and Financing. 2014 March .1-20

in Persian, Isfahan

2014

Hojjatollah Sadeqi, Marzie Shams.

Evaluating Value at Risk with Using Wavelet Analysis (Case Study: Tehran Stock Exchange)

Financial Management Strategy. 2014 March .97-124

in Persian, Tehran

2014

Hojjatollah Sadeqi, Somayyeh Nazarizade.

Developing a Theoretical Model for Alignment of Production Strategy, Marketing Strategy, and Business Strategy using Grounded Theory (Case study: Pishgamane Kavir Group)

Business Administration Researches. 2014 March .85-106

in Persian, Yazd

2014

Moslem Rezaee, Ali Morovati, Hojjatollah Sadeqi.

Aside

Contact Info

Research Interests

Disclaimer

Main

HOJJATOLLAH SADEQI

Assistant Professor

Education

Allameh Tabatabai University

Imam Sadiq University

Academic Experience

Assistant Professor of Finance

Director-in-Charge

Educational Deputy of Economics, Management and Accounting School

Head of Department

Member of the Board of Directors

Head of Department

Member of Entrepreneurship Committee

Professional Projects

A flexdashboard of Financial Networks

A flexdashboard of Portfolio Recommendations

A GUI to Measure liquidity

A GUI to Model Financial Spillover

A GUI for KMV model

A GUI to Estimate Hidden Populations

Teaching Experience

Finance

Management

Selected Publications

A Typology of Financial Networks According to Their Typological Characteristics (A Study of Tehran Stock Exchange)

Physics of Finance as an Interdisciplinary Field: A Critical Approach to the Contributions of Physics to Finance

Investigating different methods of estimating tail risk measures with generalized Pareto distribution in Tehran stock exchange

Revising the concept of the marketing mix in Iranian bank industry: The application of Glazerian grounded theory approach

Application of Geometric Brownian motion in prediction of gold price and currency rate

Stabilization of Financial Dendrograms as a Method of Systemic Changes Measurement (A Study of TSE’s Indices)

Selection of Optimal Portfolio Using Expert System in Mamdani Fuzzy Environment

Denoising of Financial Time Series Using Wavelet Analysis

Codification of Dendrograms Portfolio Based on Euclidean Distance Measure (A Comparison Between Different Methods of Hierarchical Clustering)

Monitoring Financial Processes with ARMA-GARCH Model Based on Shewhart Control Chart (Case Study: Tehran Stock Exchange)

The effect of parameter estimation on phase II control chart performance in monitoring financial GARCH processes with contaminated data

Using Extreme Value Theory to Estimate Value at Risk (Case Study: Foreign Exchange Rate)

Deviation from Normal Distribution and Its Impact on the Differential Value-at-Risk

The Measurement of Risk based on the Criterion of Value at Risk via Model of GARCH (A Study of Stock of Listeَd Companies in Tehran Stock Exchange (TSE) in the Cement Industry)

Value-at-Risk Measurement Using A Cornish-Fisher Approximation of Normal Distribution ( A Study of Iranian Financial Institutions)

Value-at-Risk Measurement Using A Cornish-Fisher Approximation of Normal Distribution ( A Study of Iranian Financial Institutions)

Evaluating Value at Risk with Using Wavelet Analysis (Case Study: Tehran Stock Exchange)

Developing a Theoretical Model for Alignment of Production Strategy, Marketing Strategy, and Business Strategy using Grounded Theory (Case study: Pishgamane Kavir Group)